-4.6%
HD vs ABCL
+138.2%
-142.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.5% |
| 7D | +11.9% | -10.0% | +21.9% | +12.1% |
| 30D | +26.4% | -10.9% | +37.3% | +26.7% |
| 3M | +2.8% | +101.6% | -98.8% | 0.0% |
| 6M | +15.5% | +167.5% | -152.1% | +9.8% |
| YTD | +5.5% | +259.1% | -253.5% | -1.7% |
| 1Y | -4.6% | +152.2% | -156.7% | -10.2% |
| All | -4.6% | +138.2% | -142.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling